if the radio goes from off to blank, I think you have a bad radio, there is no short cut on the radio for code mode. I have seen a small number of radio's that wont come out of the off mode.
the radio should go straight from "off" to "code"
try removing disconnecting radio completly from power for a 1/ hr or so and then plug it back in and go thru the key and radio on for the aprox. 2 hrs. and then see if it says code.
while you have the key in position 1 and the radio turned on, display reads "off"?
sounds like you are shutting the radio off and at the point it wont reset. turn the key to position 1 then turn the radio on so the display reads "off" and leave it for 2 hrs. then it will read "code", then do the 4 digit code, only do it 2 times. if the second time doesnt work you have the wrong code and if you do it a 3rd time it will go back to "off".
the radio needs to show "off" on the display while the key is on for 2 hrs.